Image showing up that has been deleted

I am brand new to WordPress. A friend set up my site, and I just write blog posts for the site. She haas been in the hospital and not able to help (obviously!).

Here is my issue:

I added a photo in the “Featured Image” location for my blog page. I did not like the way the image looked, so I deleted the image. It does not show up on the blog post I did. However, anytime I share the link to that particular page, the featured image that comes up on FB/messenger or text…is always the photo I deleted!! I don’t know how this is possible because I even deleted it out of my library! In addition to that, I even went under the SEO/Social tab on the edit page and specified a different photo to use for Facebook – and the old one STILL SHOWS UP when sending/posting the link for that page. How do I stop this craziness????